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Call-Warrant
Symbol:
SFZHJB
ISIN:
CH1276777500
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | -0.06 | -15.00% | |||
Determined prices
| Last Price | 0.720 | Volume | 1,388 | |
| Time | 16:58:35 | Date | 21/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1276777500 |
| Valor | 127677750 |
| Symbol | SFZHJB |
| Strike | 825.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 150.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 20/07/2023 |
| Date of maturity | 21/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Physical delivery |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Intrinsic value | 0.17 |
| Time value | 0.16 |
| Implied volatility | 0.30% |
| Leverage | 13.12 |
| Delta | 0.76 |
| Gamma | 0.01 |
| Vega | 0.92 |
| Distance to Strike | -26.00 |
| Distance to Strike in % | -3.06% |
market maker quality Date: 06/05/2024
| Average Spread | 2.44% |
| Last Best Bid Price | 0.39 CHF |
| Last Best Ask Price | 0.40 CHF |
| Last Best Bid Volume | 300,000 |
| Last Best Ask Volume | 100,000 |
| Average Buy Volume | 300,000 |
| Average Sell Volume | 100,000 |
| Average Buy Value | 121,884 CHF |
| Average Sell Value | 41,628 CHF |
| Spreads Availability Ratio | 99.36% |
| Quote Availability | 99.36% |
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